Bayesian Vector Autoregressions
Silvia Miranda-Agrippino and
Giovanni Ricco ()
No 1808, Discussion Papers from Centre for Macroeconomics (CFM)
Abstract:
This article reviews Bayesian inference methods for Vector Autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting.
Keywords: Bayesian inference; Vector Autoregression models; BVAR; SVAR; forecasting (search for similar items in EconPapers)
JEL-codes: C30 C32 E00 (search for similar items in EconPapers)
Pages: 60 pages
Date: 2018-03
New Economics Papers: this item is included in nep-ets and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)
Downloads: (external link)
http://www.centreformacroeconomics.ac.uk/Discussio ... MDP2018-08-Paper.pdf (application/pdf)
Related works:
Working Paper: Bayesian vector autoregressions (2018)
Working Paper: Bayesian vector autoregressions (2018)
Working Paper: Bayesian vector autoregressions (2018)
Working Paper: Bayesian vector autoregressions (2018)
Working Paper: Bayesian vector autoregressions (2018)
Working Paper: Bayesian Vector Autoregressions (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:cfm:wpaper:1808
Access Statistics for this paper
More papers in Discussion Papers from Centre for Macroeconomics (CFM) Contact information at EDIRC.
Bibliographic data for series maintained by Helen Power ().